+28.5%
TECH vs M
+155.4%
-126.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.2% | +5.0% | -4.8% | -1.2% |
| 30D | +0.5% | +10.6% | -10.1% | -2.3% |
| 3M | +1.1% | +1.6% | -0.5% | +0.1% |
| 6M | +51.0% | +30.8% | +20.2% | +39.8% |
| YTD | +24.4% | +16.9% | +7.5% | +17.6% |
| 1Y | +27.4% | +26.3% | +1.2% | +17.8% |
| 3Y | +28.5% | +158.6% | -130.1% | -2.8% |
| All | +28.5% | +155.4% | -126.9% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling